+208.9%
W vs TRGP
+819.3%
-610.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.1% |
| 7D | -1.7% | +9.0% | -10.7% | -4.6% |
| 30D | +3.2% | +1.5% | +1.7% | +2.2% |
| 3M | +8.3% | +10.7% | -2.4% | +3.5% |
| 6M | +84.3% | +17.1% | +67.2% | +70.0% |
| YTD | +11.0% | +63.6% | -52.6% | -10.5% |
| 1Y | -0.2% | +77.0% | -77.2% | -22.0% |
| 3Y | +157.9% | +273.2% | -115.2% | +54.4% |
| 5Y | -56.8% | +508.6% | -565.4% | -77.9% |
| All | +208.9% | +819.3% | -610.4% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TRGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling